Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.607 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49079.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41458.16 Kr¶

PnL: ---------------------------------------> -37.12 Kr¶

DD now: ---------------------------------> -7.606 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:39:01.124059'

Anic Portfolio¶

Today¶

Return: -0.453 %¶

This Week¶

Return: -0.453 %¶

Total portfolio value¶

Return including deposits: 60.675 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.100000 1665.000000 197.460000 13.460000 1467.540000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
Platzer Fastigheter Holding B 12 0.880000 967.200000 8.400000 0.880000 958.800000
Atrium Ljungberg B 5 0.480000 937.500000 4.500000 0.480000 933.000000
JM 6 0.490000 866.400000 4.200000 0.490000 862.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Hoist Finance 35 0.360000 981.750000 3.500000 0.360000 978.250000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
EQT 4 0.140000 830.800000 1.200000 0.140000 829.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Sagax B 4 -0.330000 849.200000 -2.800000 -0.330000 852.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
BioGaia B 8 -0.430000 924.000000 -4.000000 -0.430000 928.000000
Alimak Group 11 -0.590000 920.700000 -5.500000 -0.590000 926.200000
Catena 2 -0.710000 784.000000 -5.600000 -0.710000 789.600000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Bilia A 8 -1.160000 888.800000 -8.800000 -0.980000 897.600000
Nordic Waterproofing Holding 7 -1.160000 953.400000 -11.200000 -1.160000 964.600000
Hexatronic Group 12 -1.190000 953.040000 -11.520000 -1.190000 964.560000
BHG Group 97 -0.870000 1443.360000 -11.640000 -0.800000 1455.000000
Hexagon B 26 -0.380000 3438.500000 -13.000000 -0.380000 3451.500000
Bufab 3 -1.740000 1087.200000 -19.200000 -1.740000 1106.400000
Indutrade 5 -1.650000 1194.500000 -20.000000 -1.650000 1214.500000
Latour B 4 -2.570000 833.200000 -22.000000 -2.570000 855.200000
Addnode Group B 11 -3.470000 886.600000 -31.900000 -3.470000 918.500000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
VEF 909 -2.940000 1798.000000 -47.270000 -2.560000 1845.270000
Vitec Software Group B 2 -4.800000 1032.000000 -52.000000 -4.800000 1084.000000
TOTAL 41429.640000 -65.640000 -7.66017% 41495.280000

Updated:¶

'2023-07-03 09:37:22.760591'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶